Value at Risk and Bank Capital Management
Risk Adjusted Performances, Capital Management and Capital Allocation Decision Making
Series: Academic Press Advanced Finance;
- Publisher's listprice EUR 76.95
-
31 915 Ft (30 395 Ft + 5% VAT)
The price is estimated because at the time of ordering we do not know what conversion rates will apply to HUF / product currency when the book arrives. In case HUF is weaker, the price increases slightly, in case HUF is stronger, the price goes lower slightly.
- Discount 10% (cc. 3 192 Ft off)
- Discounted price 28 723 Ft (27 356 Ft + 5% VAT)
Subcribe now and take benefit of a favourable price.
Subscribe
31 915 Ft
Availability
printed on demand
Why don't you give exact delivery time?
Delivery time is estimated on our previous experiences. We give estimations only, because we order from outside Hungary, and the delivery time mainly depends on how quickly the publisher supplies the book. Faster or slower deliveries both happen, but we do our best to supply as quickly as possible.
Product details:
- Publisher Elsevier Science
- Date of Publication 3 April 2007
- ISBN 9780123694669
- Binding Hardback
- No. of pages280 pages
- Size 260x184 mm
- Weight 770 g
- Language English 0
Categories
Long description:
Value at Risk and Bank Capital Management offers a unique combination of concise, expert academic analysis of the latest technical VaR measures and their applications, and the practical realities of bank decision making about capital management and capital allocation.
The book contains concise, expert analysis of the latest technical VaR measures but without the highly mathematical component of other books. It discusses practical applications of these measures in the real world of banking, focusing on effective decision making for capital management and allocation.
The author, Francesco Saita, is based at Bocconi University in Milan, Italy, one of the foremost institutions for banking in Europe. He provides readers with his extensive academic and theoretical expertise combined with his practical and real-world understanding of bank structure, organizational constraints, and decision-making processes.
This book is recommended for graduate students in master's or Ph.D. programs in finance/banking and bankers and risk managers involved in capital allocation and portfolio management.
MoreTable of Contents:
"Part 1: Value at Risk and Bank Capital Management: The General Framework; ch. 1 Value at Risk, capital management and capital allocation; ch 2 What is ""capitalï¿1⁄2 management? The impact of Basel II and the new accounting standards; Part II: Risk Measurement and Risk Integration ch 3 Market Risk; ch 4 Credit Risk; ch 5 Operational Risk and Business risk; ch 6 The challenge of risk aggregation; Part III: Risk Control, Performance measurement, and capital allocation ch 7 Defining Value at Risk limits; ch 8 Risk-adjusted performance measurement; ch 9 Risk-adjusted performance measures, capital allocation and the budgeting process; ch 10 conclusion; Internet Resources directory; References; Index"
More
